Historical Financial Data

I am looking to practice some data mining / machine learning techniques and would ideally like access to historical data for equities, fixed income, currencies, and commodities. So far I have only been able to find either subscription services that are too expensive or free sources that do not date back sufficiently far enough (Yahoo Finance API, for example). I was wondering if anyone could could help me out or possibly has done something similar in the past. Thanks.
Answer #1
yahoo finance goes back to 1962. How much further back did you need to go?
Answer #2
I am trying to get the data for the years surrounding Black Tuesday
Answer #3
There are no free ones that I’m aware of for 192X. To compile the prices, you have to hit the microfilms and go through the daily newspapers. Those companies that have spent the time to do this, obviously aren’t giving it away.
If you google, you might try emailing a university researcher that has already done this work as part of a paper. There seems to be an abundance of papers on the topic.